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person:"Pástor, Ľuboš"
subject:"Kapitaleinkommen"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Engle, Robert F."
~subject:"United States"
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Kapitaleinkommen
United States
Beta risk
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Betafaktor
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CAPM
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Capital income
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Estimation
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Risikoprämie
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Risk premium
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Schätzung
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and expected stock returns
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conditional capital asset pricing model
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dynamic conditional beta
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Pástor, Ľuboš
Engle, Robert F.
Yang, Liyan
3
Zhou, Guofu
3
Agarwal, Sumit
2
Bali, Turan G.
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Cen, Ling
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Da, Zhi
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Hasler, Michael
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Jagannathan, Ravi
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Massa, Massimo
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Tang, Yi
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Tu, Jun
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Wei, K. C. John
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Zhang, Chu
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Agarwal, Ashish
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Basak, Gopal Krishna
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Ben-David, Itzhak
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Bodnaruk, Andrij
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Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper / Department of Economics, University of California San Diego
6
Working papers / Rodney L. White Center for Financial Research
6
Discussion paper / Centre for Economic Policy Research
5
The journal of finance : the journal of the American Finance Association
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Rodney L. White Center for Financial Research
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Working paper series / Center for Research in Security Prices
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Journal of financial economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Forecasting volatility in the financial markets
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Georgetown McDonough School of Business Research Paper
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Georgetown McDonough School of Business Research Paper 2012-16
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Koç University - TÜSİAD Economic Research Forum working paper series
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NBER working paper series
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Review of derivatives research
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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